DGPE PhD course: Electricity Price Forecasting
Lecturer: Rafal Weron, Wrocław University of Science and Technology
Info about event
Time
Location
Universitetsbyen 51, 8000 Aarhus C, Building 1816, Room 613
Organizer
Electricity price forecasting (EPF) is a branch of energy forecasting on the interface between econometrics/statistics, computer science and engineering, which focuses on predicting the spot and forward prices in wholesale electricity markets. Over the last 25 years, a variety of methods and ideas have been tried for EPF, with varying degrees of success. In this short course recent developments in this fascinating area will be reviewed, including (but not limited to) pre- and postprocessing, (semi)automated feature selection, calibration window selection, probabilistic forecasting, combining forecasts, temporal reconciliation, deep learning, foundation models, and economic evaluation.
Lecturer
Professor Rafał Weron, Wrocław University of Science and Technology.
Registration
Registration deadline: 10 August 2026 via https://event.au.dk/events/dgpe-electricity-price-forecasting
The course participation is free of charge for:
- DGPE members from AU, KU, CBS, AAU and SDU.
- PhD students from Economics Departments at Nordic universities outside Denmark.
For other participants, the course fee is EUR 100.
Contact
Academic: Niels Haldrup, nhaldrup@econ.au.dk
Administrative: Susanne Christensen, sch@econ.au.dk
Read more about the course here:
https://econ.au.dk/dgpe/dgpe-courses/show/artikel/dgpe-phd-course-electricity-price-forecasting